Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-21 631.933983 647.141238 662.097909 677.910997 694.150311 710.336773 727.686357
2025-12-28 609.683268 631.960196 654.165243 677.958364 702.729678 727.758232 754.957820
2026-01-04 595.427598 622.720103 650.194761 679.927890 711.199722 743.117580 778.163001
2026-01-11 584.939059 616.290446 648.110635 682.831384 719.659170 757.566169 799.547193
2026-01-18 575.285037 610.029275 645.545368 684.578360 726.287156 769.536260 817.796137
2026-01-25 568.243521 606.059565 644.964703 688.000328 734.294153 782.619260 836.913070
2026-02-01 561.152291 601.664709 643.588915 690.239737 740.730108 793.759589 853.713918
2026-02-08 554.854603 597.830675 642.546819 692.578889 747.037397 804.561538 869.979126
2026-02-15 548.313974 593.486231 640.726559 693.855370 751.992869 813.731871 884.329066
2026-02-22 542.432420 589.653021 639.272461 695.348674 757.020765 822.845254 898.506741
2026-03-01 536.489844 585.572835 637.383509 696.206201 761.208114 830.920450 911.448087
2026-03-08 530.243256 580.995674 634.799527 696.152955 764.259784 837.636711 922.798107
2026-03-15 525.487355 577.957389 633.815968 697.784995 769.110835 846.300192 936.300853
2026-03-22 519.875313 573.843609 631.527746 697.857464 772.129732 852.852486 947.390327
2026-03-29 515.924194 571.474093 631.080269 699.892678 777.263679 861.705775 961.027260
2026-04-05 512.858424 570.005902 631.558412 702.892314 783.421050 871.666993 975.899968
2026-04-12 509.136314 567.714719 631.038093 704.697156 788.172954 880.007125 988.919465
2026-04-19 506.774639 566.886444 632.099149 708.232525 794.840488 890.487473 1004.375176
2026-04-26 503.715712 565.200159 632.131412 710.546185 800.077140 899.320453 1017.947542
2026-05-03 500.862974 563.684050 632.299382 712.962928 805.391424 908.219065 1031.595115
2026-05-10 497.403566 561.412925 631.552553 714.281764 809.406131 915.605814 1043.494925
2026-05-17 494.219835 559.397932 631.044162 715.824631 813.638491 923.217484 1055.650115
2026-05-24 490.722909 556.966200 630.007115 716.710625 817.073510 929.885722 1066.703143